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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+20.18%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$2.76B
AUM Growth
+$507M
Cap. Flow
-$552M
Cap. Flow %
-20.05%
Top 10 Hldgs %
17.68%
Holding
691
New
172
Increased
78
Reduced
97
Closed
126

Top Buys

Rank Stock Value
1
MXIM
Maxim Integrated Products
MXIM
+$50.8M
2
VAR
Varian Medical Systems, Inc.
VAR
+$40.4M
3
LVGO
Livongo Health, Inc. Common Stock
LVGO
+$37.9M
4
VSLR
VIVINT SOLAR, INC.
VSLR
+$36.4M
5
NBL
Noble Energy, Inc.
NBL
+$35.3M

Top Sells

Rank Stock Value
1
IBKC
IBERIABANK Corp
IBKC
+$48.9M
2
QGEN icon
Qiagen
QGEN
+$47.7M
3
CZR
Caesars Entertainment Corporation
CZR
+$42.7M
4
LM
Legg Mason, Inc.
LM
+$41M
5
EE
El Paso Electric Company
EE
+$39.5M

Sector Composition

Rank Sector Weight
1 Financials 7.18%
2 Industrials 6.69%
3 Healthcare 4.4%
4 Consumer Discretionary 4.11%
5 Communication Services 3.68%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LGI
276
Lazard Global Total Return & Income Fund
LGI
$234M
$640K 0.02%
41,217
+11,345
+38% +$173K
FDEU
277
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
$639K 0.02%
63,603
+29,918
+89% +$314K
CLOV icon
278
Clover Health Investments
CLOV
$2.28B
$623K 0.02%
+50,000
New +$553K
ASTSW
279
DELISTED
AST SpaceMobile, Inc. Warrant
ASTSW
$620K 0.02%
500,000
– –
LOAK.WS
280
DELISTED
Live Oak Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Clas
LOAK.WS
$620K 0.02%
+632,500
New +$541K
HCCOW
281
DELISTED
Healthcare Merger Corp. Warrants
HCCOW
$616K 0.02%
350,000
– –
MYD
282
DELISTED
BlackRock MuniYield Fund
MYD
$603K 0.02%
44,913
-41,206
-48% -$571K
VTN icon
283
Invesco Trust for Investment Grade New York Municipals
VTN
$161M
$602K 0.02%
48,595
+3,353
+7% +$41.9K
BFIIW
284
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$595K 0.02%
250,000
– –
HIMS icon
285
Hims & Hers Health
HIMS
$6.79B
$588K 0.02%
50,000
-149,998
-75% -$1.6M
GIK.WS
286
DELISTED
GigCapital3, Inc. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise
GIK.WS
$576K 0.02%
+900,000
New +$507K
NUVB icon
287
Nuvation Bio
NUVB
$2.33B
$560K 0.02%
+49,998
New +$540K
HCCHW
288
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$559K 0.02%
270,000
– –
RPLA.WS
289
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$546K 0.02%
575,000
– –
BRMK.WS
290
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$543K 0.02%
1,750,000
– –
UPH
291
DELISTED
UpHealth, Inc.
UPH
$538K 0.02%
5,300
-15,000
-74% -$1.53M
PTACW
292
DELISTED
PropTech Acquisition Corporation Warrant
PTACW
$536K 0.02%
325,000
– –
AVPT icon
293
AvePoint
AVPT
$2.74B
$530K 0.02%
50,000
-95,000
-66% -$989K
SKIL icon
294
Skillsoft
SKIL
$63.8M
$528K 0.02%
2,500
-6,383
-72% -$1.38M
CELU icon
295
Celularity
CELU
$22M
$525K 0.02%
5,000
-10,280
-67% -$1.06M
SFTW.WS
296
DELISTED
Osprey Technology Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one shar
SFTW.WS
$525K 0.02%
375,000
– –
BTRS
297
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$523K 0.02%
50,000
-245,000
-83% -$2.53M
CANO
298
DELISTED
Cano Health, Inc.
CANO
$521K 0.02%
+500
New +$523K
ETWO
299
DELISTED
E2open Parent Holdings
ETWO
$520K 0.02%
50,000
-95,000
-66% -$978K
RNP icon
300
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
$520K 0.02%
25,780
-6,335
-20% -$125K
10 11
12
13 14

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

AQR Arbitrage's Q3 2020 Portfolio in Review

As of Q3 2020, AQR Arbitrage held 691 positions worth $2.76B, up 23% from $2.25B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

AQR Arbitrage withdrew a net $552M in Q3 2020, closing 126 positions and reducing 97 holdings. Its most notable exit was IBERIABANK Corp, an estimated $48.9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 7.2% of assets, down from 11% a quarter earlier, followed by Industrials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Maxim Integrated Products worth $50.8M.

  • AQR Arbitrage's largest Q3 2020 buy was Maxim Integrated Products: 751,131 shares worth $50.8M.
  • AQR Arbitrage added most to Just Eat Takeaway.com N.V. American Depositary Shares in Q3 2020, an estimated $22M increase.
  • AQR Arbitrage's biggest Q3 2020 reduction was E*Trade Financial Corporation, cutting an estimated $14.3M.
  • AQR Arbitrage fully exited IBERIABANK Corp in Q3 2020, selling an estimated $48.9M.
  • AQR Arbitrage's ten largest holdings make up 18% of its $2.76B portfolio in Q3 2020.
  • AQR Arbitrage opened 172 new positions and closed 126 in Q3 2020.
  • AQR Arbitrage's portfolio value rose 23% quarter-over-quarter to $2.76B.

Based on AQR Arbitrage's 13F filing for Q3 2020, filed 16 Nov 2020.